Neural network ensembles: Evaluation of aggregation algorithms

Ensembles of artificial neural networks show improved generalization capabilities that outperform those of single networks. However, for aggregation to be effective, the individual networks must be as accurate and diverse as possible. An important problem is, then, how to tune the aggregate members in order to have an optimal compromise between these two conflicting conditions. We present here an extensive evaluation of several algorithms for ensemble construction, including new proposals and comparing them with standard methods in the literature. We also discuss a potential problem with sequential aggregation algorithms: the non-frequent but damaging selection through their heuristics of particularly bad ensemble members. We introduce modified algorithms that cope with this problem by allowing individual weighting of aggregate members. Our algorithms and their weighted modifications are favorably tested against other methods in the literature, producing a sensible improvement in performance on most of the standard statistical databases used as benchmarks.Comment: 35 pages, 2 figures, In press AI Journa

Economic regimes identification using machine learning technics

43 páginas.Trabajo de Máster en Economía, Finanzas y Computación. Director: Dr. José Manuel Bravo Caro. Economic conditions over long time periods can be distinguished by regimes. Regime identification has been object of numerous investigations in economics and financial modeling for years. Recently, new machine learning technics such as decision trees, support vector machines and neural networks, among others, followed by alternative datasets and cheap computational processing power became available, allowing for alternative ways to model complex economic relationships. In the present work, we develop a supervised machine learning classifier using Random Forest technic to identify economic regimes using the S&P 500 stock market index series.Las condiciones económicas durante largos períodos de tiempo pueden distinguirse por regímenes. La identificación del régimen ha sido objeto de numerosas investigaciones en economía y modelos financieros durante años. Recientemente, se pusieron a disposición nuevas técnicas de aprendizaje automático, como árboles de decisión, máquinas de suporte vectorial y redes neuronales, entre otras, seguidas de conjuntos de datos alternativos y una capacidad de procesamiento computacional barata, que permite formas alternativas de modelar relaciones económicas complejas. En el presente trabajo, desarrollamos un clasificador de aprendizaje automático supervisado utilizando la técnica de Random Forest para identificar regímenes económicos utilizando la serie del índices de mercado S&P 500

Complex networks in brain electrical activity

We analyze the complex networks associated with brain electrical activity. Multichannel EEG measurements are first processed to obtain 3D voxel activations using the tomographic algorithm LORETA. Then, the correlation of the current intensity activation between voxel pairs is computed to produce a voxel cross-correlation coefficient matrix. Using several correlation thresholds, the cross-correlation matrix is then transformed into a network connectivity matrix and analyzed. To study a specific example, we selected data from an earlier experiment focusing on the MMN brain wave. The resulting analysis highlights significant differences between the spatial activations associated with Standard and Deviant tones, with interesting physiological implications. When compared to random data networks, physiological networks are more connected, with longer links and shorter path lengths. Furthermore, as compared to the Deviant case, Standard data networks are more connected, with longer links and shorter path lengths--i.e., with a stronger ``small worlds'' character. The comparison between both networks shows that areas known to be activated in the MMN wave are connected. In particular, the analysis supports the idea that supra-temporal and inferior frontal data work together in the processing of the differences between sounds by highlighting an increased connectivity in the response to a novel sound.Comment: 22 pages, 5 figures. Starlab preprint. This version is an attempt to include better figures (no content change

Facial recognition technology can expose political orientation from facial images even when controlling for demographics and self-presentation

A facial recognition algorithm was used to extract face descriptors from carefully standardized images of 591 neutral faces taken in the laboratory setting. Face descriptors were entered into a cross-validated linear regression to predict participants' scores on a political orientation scale (Cronbach's alpha=.94) while controlling for age, gender, and ethnicity. The model's performance exceeded r=.20: much better than that of human raters and on par with how well job interviews predict job success, alcohol drives aggressiveness, or psychological therapy improves mental health. Moreover, the model derived from standardized images performed well (r=.12) in a sample of naturalistic images of 3,401 politicians from the U.S., UK, and Canada, suggesting that the associations between facial appearance and political orientation generalize beyond our sample. The analysis of facial features associated with political orientation revealed that conservatives had larger lower faces, although political orientation was only weakly associated with body mass index (BMI). The predictability of political orientation from standardized images has critical implications for privacy, regulation of facial recognition technology, as well as the understanding the origins and consequences of political orientation

Network-State Modulation of Power-Law Frequency-Scaling in Visual Cortical Neurons

Various types of neural-based signals, such as EEG, local field potentials and intracellular synaptic potentials, integrate multiple sources of activity distributed across large assemblies. They have in common a power-law frequency-scaling structure at high frequencies, but it is still unclear whether this scaling property is dominated by intrinsic neuronal properties or by network activity. The latter case is particularly interesting because if frequency-scaling reflects the network state it could be used to characterize the functional impact of the connectivity. In intracellularly recorded neurons of cat primary visual cortex in vivo, the power spectral density of Vm activity displays a power-law structure at high frequencies with a fractional scaling exponent. We show that this exponent is not constant, but depends on the visual statistics used to drive the network. To investigate the determinants of this frequency-scaling, we considered a generic recurrent model of cortex receiving a retinotopically organized external input. Similarly to the in vivo case, our in computo simulations show that the scaling exponent reflects the correlation level imposed in the input. This systematic dependence was also replicated at the single cell level, by controlling independently, in a parametric way, the strength and the temporal decay of the pairwise correlation between presynaptic inputs. This last model was implemented in vitro by imposing the correlation control in artificial presynaptic spike trains through dynamic-clamp techniques. These in vitro manipulations induced a modulation of the scaling exponent, similar to that observed in vivo and predicted in computo. We conclude that the frequency-scaling exponent of the Vm reflects stimulus-driven correlations in the cortical network activity. Therefore, we propose that the scaling exponent could be used to read-out the “effective” connectivity responsible for the dynamical signature of the population signals measured at different integration levels, from Vm to LFP, EEG and fMRI

Underdetermined-order recursive least-squares adaptive filtering: The concept and algorithms

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